Description

This analysis provides a forecast of COMP5692 prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2024-12-29 63.731693 71.537061 80.525471 91.789644 105.747000 122.783001 145.662330
2025-01-05 52.589911 62.232035 74.364303 91.254860 115.073344 149.111608 205.149055
2025-01-12 45.655016 55.727040 69.097072 89.009760 119.708819 169.133460 266.042024
2025-01-19 40.194236 50.043074 63.580135 84.682404 119.343960 180.447695 319.367803
2025-01-26 38.553655 49.179015 64.430355 89.644844 134.769280 225.532228 489.020312
2025-02-02 37.245717 48.537869 65.389284 94.819081 152.129027 284.964405 813.422969
2025-02-09 35.244914 46.615730 64.054533 95.744623 161.548753 333.025013 1272.460591
2025-02-16 33.130408 44.295312 61.766881 94.483187 165.921522 371.299039 1939.349126
2025-02-23 31.214541 42.104693 59.432035 92.706397 168.596667 407.406292 3087.816007
2025-03-02 29.400866 39.929179 56.897920 90.135673 168.650412 435.453225 5021.004724
2025-03-09 27.987187 38.283642 55.107374 88.771976 171.433944 478.593645 11213.557379
2025-03-16 26.317786 36.121649 52.244079 84.834618 166.374677 483.383726 19381.337622
2025-03-23 26.036844 36.235612 53.461870 89.808739 188.494725 663.745305 NaN
2025-03-30 24.992459 35.025325 52.202374 89.258198 194.399407 770.348976 NaN
2025-04-06 23.836812 33.556172 50.343128 87.088063 194.476851 840.021051 NaN
2025-04-13 22.525340 31.755809 47.743550 82.904704 186.668612 830.575540 NaN
2025-04-20 22.409138 31.969105 48.919228 87.701617 212.173920 1260.765196 NaN
2025-04-27 22.289420 32.163238 50.072145 92.697719 242.158084 2129.257738 NaN
2025-05-04 21.741030 31.571340 49.629599 93.590810 256.105920 3037.830385 NaN
2025-05-11 21.025824 30.645669 48.449378 92.373557 260.063294 3833.624876 NaN
2025-05-18 20.312170 29.689665 47.144819 90.658444 261.069577 4688.871578 NaN
2025-05-25 19.572560 28.656322 45.621961 88.175789 257.393498 5274.453245 NaN
2025-06-01 18.983152 27.870128 44.561508 86.858245 259.450674 6839.072975 NaN